Certain settings not sticking on reboot

Very annoyingly, some settings keep being reset every time I restart.

I class these into 2 categories:

1) Definite errors: I set my wireless connection to use specified DNS

servers, which it does successfully, but on reboot, the connection's

set to auto DNS again. Also IE looses all the connection-proxy

settings, and reverts to a direct connection.

2)?by rubbish vista we don't want you to have control over your own

computer design? - I have one startup program that I'm asked if I want

to run each and every time I restart. There is a checkbox in the nag

window marked ask about this program every time, which I always

uncheck, but it still asks me every time.

Any suggestions?

Thanks